Yield to Maturity as of 31-Oct-2024 7.93 Yield to Worst as of 31-Oct-2024 7.99 Weighted Avg Maturity as of 31-Oct-2024 3.28 12M Trailing Distribution as of 31-Oct-2024 8.66% 3y Beta as of 31-Oct-2024 0.844 Modified Duration as of 31-Oct-2024 2.80 yrs Effective ...
Yield to Maturity as of 31-Oct-2024 7.93 Yield to Worst as of 31-Oct-2024 7.99 Weighted Avg Maturity as of 31-Oct-2024 3.28 12M Trailing Distribution as of 31-Oct-2024 7.82% 3y Beta as of 31-Oct-2024 0.840 Modified Duration as of 31-Oct-2024 2.80 yrs Effective ...
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We also consider the bond financial rating at issuance, as provided by S&P, Moody's or Fitch, and define 11 categories with 1 assigned to the top rating (AAA) and 11 to the worst rating (or not rated).7 In all model specifications, we introduce issuer fixed effects (μh) to capture...
2 To capture effects of the general economic environment on the credit risk of firms, we include the level and slope of the swap curve, defined as the 10-year swap rate and the difference between the 10-year and 1-year swap rate. Duffie and Lando (2001) show that credit spreads may ...
12 Month Trailing Dividend Distribution Yield as of 31/Oct/2024 6.08% 3y Beta as of 31/Oct/2024 0.98 Modified Duration as of 31/Oct/2024 6.62 Effective Duration as of 31/Oct/2024 6.66 WAL to Worst as of 31/Oct/2024 11.03 yrs Sustainability...
TheYield to Worst at InceptionandTax-Exempt Yieldis the average yield to worst of the portfolio. The change in yield is determined as follows: After one year, what was originally an “n” year bond will be an “n”-1 year bond with a yield equal to the original “n”-1 year yield...
Gold suffers worst week in 3 years as investors weigh Trump victoryNov 16 2024 Oil boss Chris Wright named as Donald Trump’s energy secretaryNov 15 2024 Viaro chief accused of forgery and stealing €144mn in London lawsuitNov 15 2024 ...
WAL to Worst as of 31/Oct/2024 8.30 yrs Standard Deviation (3y) as of 31/Oct/2024 7.87% Yield to Maturity as of 31/Oct/2024 3.58% Weighted Av YTM as of 31/Oct/2024 3.55% Weighted Avg Maturity as of 31/Oct/2024 8.30 yrs Sustainability...
where this ETF is traded, eagerly interpreted Fed Chairman Jerome Powell’s speech as seemingly “dovish,” though the 10-year Treasury yield, after some gyrations closed unchanged. Still, the ETF is on track for its worst year ever. And this is the good stuff – not some Emerging Market...